Wyll is also a pretty good guy. Not seeing anyone talk about him - are people not playing with him? Havent gotten to the end yet though, so not sure if he radically changes.
Shadowheart is a priestess of Shar, she makes sense... and she is also a little more multidimensional than just 'evil, kill, steal' all the time. She can also have some conflicting thoughts/motivations - like real people. Even real priestesses of Shar.
Lae'zel makes total sense.
Astarion is totally depressed at his core due to..
*light spoilers*.....
.
.
.... being a slave.
I think these characters are actually really well-portrayed. I love how Gale
thinks it's a good idea to listen to Raphael because he thinks the cambion is desperate.
That's a pretty well-fleshed out character.
I hope we'll see even more evil characters - so far our early dark companions are more self-oriented, but Id like to see an evil necromancer or sorcerer or blackguard or something >=)